Tuesday, March 31, 2009

The DECB Daily US Market Report

Dow =     7,608.92  86.90 (+) ; δ (last) = 335 ; δ (current) = 201
last week's range [7660, 7925] ; δ = 265 ; (6wks) = [6627, 7776]
last week's change range = [90, 498] ; (6-wks)  = [4, 498]
last week's δ range = [179, 502]
VIX  =    44.14  (-) ; δ (last) = 1.42 ; δ (current) = 3.27
last week's wk-avg =  41.962
last week's range [40, 43] ; δ = 3
last week's δ range = [1.77, 4.62]

{Futures/Commodities}
Oil    =   $49.90 (+) ;  δ (last) = 1.34 ; δ (current) = 1.55
last week's range [52, 54] ; δ = 2
last week's δ range = [0.4, 1.5]
UnleadG    =   $1.37 (-) ;  δ (last) = 0.06 ; δ (current) = 0
last week's range [1.45, 1.55] ; δ = 0.10
last week's δ range = [0, 0.02]
Corn    =   $404.75 (+) ;  δ (last) = 7.25 ; δ (current) = 24
last week's range [386, 396] ; δ = 10
last week's δ range = [3, 10]
Wheat    =   $532.75 (+) ;  δ (last) = 12 ; δ (current) = 25
last week's range [508, 549] ; δ = 41
last week's δ range = [9, 22]
Sugar    =   $21.65 (-) ;  δ (last) = 0.25 ; δ (current) = 0.20
last week's range [21.15, 21.65] ; δ = 0.50
last week's δ range = [0.05, 0.40]

{Other Indicators}
Dollar Index = 85.59 (-)  ; δ (last) = 0.06 ; δ (current) = 0.557
last week's range [83, 85] ; δ = 2
last week's δ range = [0.689, 0.554]
Baltic Dry Index = 1615  31 (-) ;
last week's range [1678, 1773] ; δ = 95
BRK/A - Berkshire Hathaway Inc = 86,700  1,100 (+)
last week's range [86850, 91900] ; δ = 5050
last week's change range = [1500, 5426]

*Red means out of range, below the lower bound
*Bold means out of range, above the upper bound
*Blue means slightly out of range, above the upper bound



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